Pages that link to "Item:Q877584"

The following pages link to Solving nonlinear portfolio optimization problems with the primal-dual interior point method (Q877584):

Displaying 16 items.

• Interior point methods 25 years later (Q439546) (← links)
• A warm-start approach for large-scale stochastic linear programs (Q535016) (← links)
• Portfolio rebalancing model using multiple criteria (Q621706) (← links)
• Numerical method for a dynamic optimization problem arising in the modeling of a population of aerosol particles (Q931816) (← links)
• A bi-level programming approach for global investment strategies with financial intermediation (Q1755269) (← links)
• Robust ranking and portfolio optimization (Q1926870) (← links)
• Belief rule-based system for portfolio optimisation with nonlinear cash-flows and constraints (Q2253396) (← links)
• Exploiting structure in parallel implementation of interior point methods for optimization (Q2271797) (← links)
• A stochastic programming approach for multi-period portfolio optimization (Q2271799) (← links)
• On electricity market equilibria with storage: modeling, uniqueness, and a distributed ADMM (Q2337374) (← links)
• Newton-like method for nonlinear banded block diagonal system (Q2383689) (← links)
• A primal-dual interior-point algorithm for quadratic programming (Q2502230) (← links)
• A new interior-point approach for large separable convex quadratic two-stage stochastic problems (Q5043842) (← links)
• A Distributed Interior-Point KKT Solver for Multistage Stochastic Optimization (Q5131691) (← links)
• Rebalancing an investment portfolio in the presence of convex transaction costs, including market impact costs (Q5299910) (← links)
• On solving large-scale multistage stochastic optimization problems with a new specialized interior-point approach (Q6113326) (← links)